2325数理金融中等数值题medium
Unilateral CVA Recovery 5
题目
A simple unilateral CVA approximation uses CVA = LGD * DF * EE * PD. If LGD = 0.45, DF = 0.985, EE = 1.1, and PD = 0.012, what CVA does that imply?
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提交作答时记录，用于后续平均用时统计。
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题目
A simple unilateral CVA approximation uses CVA = LGD * DF * EE * PD. If LGD = 0.45, DF = 0.985, EE = 1.1, and PD = 0.012, what CVA does that imply?
解题计时
0:00
提交作答时记录，用于后续平均用时统计。
你的答案